+531.8%
FAST vs RRX
+224.4%
+307.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | +4.8% | 0.0% | +4.8% | +4.5% |
| 30D | +8.6% | +9.0% | -0.4% | +4.9% |
| 3M | +5.7% | +4.0% | +1.7% | +3.4% |
| 6M | +25.5% | -15.7% | +41.2% | +28.8% |
| YTD | +39.6% | +29.0% | +10.6% | +21.3% |
| 1Y | +35.5% | +35.2% | +0.2% | +15.3% |
| 3Y | +96.2% | +67.7% | +28.5% | +42.7% |
| 5Y | +110.2% | +14.9% | +95.3% | +72.2% |
| 10Y | +531.8% | +216.8% | +315.0% | +210.1% |
| All | +531.8% | +224.4% | +307.5% | +210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling